//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Predicting and Decomposing the...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,645
Theory
1,645
Estimation theory
460
Schätztheorie
460
Time series analysis
379
Zeitreihenanalyse
379
Forecasting model
296
Prognoseverfahren
296
Estimation
219
Schätzung
217
Volatility
167
Volatilität
167
Nichtparametrisches Verfahren
156
Nonparametric statistics
156
Regression analysis
149
Regressionsanalyse
149
Statistical test
142
Statistischer Test
142
Stochastic process
118
Stochastischer Prozess
118
Bayes-Statistik
103
Bayesian inference
103
USA
101
United States
101
Panel
99
Panel study
99
Statistical distribution
98
Statistische Verteilung
98
Capital income
93
Kapitaleinkommen
93
Ökonometrie
88
Econometrics
86
Method of moments
83
Momentenmethode
83
Monte Carlo simulation
83
Monte-Carlo-Simulation
83
Bootstrap approach
81
Bootstrap-Verfahren
81
Cointegration
80
Kointegration
79
more ...
less ...
Online availability
All
Undetermined
491
Free
11
Type of publication
All
Article
1,806
Book / Working Paper
40
Type of publication (narrower categories)
All
Article in journal
1,823
Aufsatz in Zeitschrift
1,823
Collection of articles of several authors
51
Sammelwerk
51
Konferenzschrift
17
Conference proceedings
13
Festschrift
9
Conference paper
8
Konferenzbeitrag
8
Aufsatzsammlung
7
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,846
Author
All
Phillips, Peter C. B.
38
Timmermann, Allan
21
Linton, Oliver
20
Swanson, Norman R.
19
Ghysels, Eric
18
Pesaran, M. Hashem
17
Yu, Jun
17
Diebold, Francis X.
16
Koop, Gary
16
Lee, Lung-fei
16
Gouriéroux, Christian
15
Taylor, Robert
14
Corradi, Valentina
13
Granger, C. W. J.
13
Aït-Sahalia, Yacine
12
McAleer, Michael
12
Patton, Andrew J.
12
Schmidt, Peter
12
Bollerslev, Tim
11
Chib, Siddhartha
11
Dijk, Herman K. van
11
Hong, Yongmiao
11
Hsiao, Cheng
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Andersen, Torben
10
Whang, Yoon-jae
10
Baltagi, Badi H.
9
Dufour, Jean-Marie
9
Elliott, Graham
9
Gonzalo, Jesús
9
Kapetanios, George
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Ng, Serena
9
Park, Joon Y.
9
Robinson, Peter M.
9
Sentana, Enrique
9
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
NBER working paper series
7,744
Working paper / National Bureau of Economic Research, Inc.
7,170
NBER Working Paper
6,881
Economics letters
5,756
European journal of operational research : EJOR
5,399
Discussion paper / Centre for Economic Policy Research
4,831
CESifo working papers
3,988
Working paper
3,266
Journal of economic theory
2,971
Discussion paper / Tinbergen Institute
2,610
Journal of economic dynamics & control
2,599
Discussion paper series / IZA
2,562
The American economic review
2,464
Computers & operations research : and their applications to problems of world concern ; an international journal
2,398
Journal of economic behavior & organization : JEBO
2,361
Europäische Hochschulschriften / 5
2,218
CESifo Working Paper
2,207
International journal of production research
2,114
Applied economics
2,086
European economic review : EER
2,040
Economic modelling
2,033
Discussion paper
2,026
SpringerLink / Bücher
1,963
Journal of banking & finance
1,937
Games and economic behavior
1,890
The economic journal : the journal of the Royal Economic Society
1,849
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,829
Journal of public economics
1,811
CESifo Working Paper Series
1,799
Management science : journal of the Institute for Operations Research and the Management Sciences
1,761
International journal of forecasting
1,751
Discussion paper / Center for Economic Research, Tilburg University
1,713
IZA Discussion Paper
1,697
IMF working papers
1,634
Finance research letters
1,588
Discussion papers / CEPR
1,566
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,557
Energy economics
1,543
Journal of monetary economics
1,508
more ...
less ...
Source
All
ECONIS (ZBW)
1,846
Showing
1
-
10
of
1,846
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
Saved in:
2
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
3
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
4
The scale of predictability
Bandi, F. M.
;
Perron, Benoit
;
Tamoni, A.
;
Tebaldi, C.
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 120-140
Persistent link: https://www.econbiz.de/10012139815
Saved in:
5
Business-cycle consumption
risk
and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
6
Nonparametric
risk
management and implied
risk
aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
Saved in:
7
Residual
risk
revisited
Lehmann, Bruce Neal
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001332079
Saved in:
8
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
9
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
10
Efficient estimation of high-dimensional dynamic covariance by
risk
factor mapping : applications for financial
risk
management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->